Effective convexity

The convexity of a bond calculated with cash flows that change with yields. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • effective convexity — The convexity of a bond calculated using cash flows that change with yields. Bloomberg Financial Dictionary …   Financial and business terms

  • convexity — A measure of the sensitivity of duration to changes in yield levels. Convexity is a measure of the stability or instability of the measured duration over a range of yields. If convexity is low, that is, if the price/yield relationship is close to …   Financial and business terms

  • effective duration — (1) One of several methods of expressing duration. More accurate than Macaulay duration or modified duration. See convexity, duration, Macaulay duration, and modified duration (2) A synonym for empirical duration. See empirical duration. (3) A… …   Financial and business terms

  • Действующая выпуклость — выпуклость облигации, рассчитанная на основе потоков наличности, изменяющихся вместе с доходностью. По английски: Effective convexity См. также: Стоимость облигаций Финансовый словарь Финам …   Финансовый словарь

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